+643.2%
SCHW vs VCIT
+98.3%
+545.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.8% | -0.3% | -0.4% | -1.0% |
| 30D | +1.5% | -0.8% | +2.2% | +1.1% |
| 3M | +24.6% | -1.0% | +25.6% | +24.0% |
| 6M | +14.5% | -1.8% | +16.4% | +13.5% |
| YTD | +10.5% | -0.7% | +11.2% | +10.1% |
| 1Y | +13.4% | +1.0% | +12.4% | +14.0% |
| 3Y | +88.3% | +18.8% | +69.4% | +106.0% |
| 5Y | +62.1% | +3.5% | +58.6% | +52.3% |
| 10Y | +297.3% | +29.2% | +268.0% | +410.8% |
| All | +643.2% | +98.3% | +545.0% | +1,674.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VCIT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling